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At least 37 records · Page 2

Uncertainty Quantification using Deep Ensembles for Decision Making in Cyber-Physical-Human Systems

In this paper and its companion, Differential Equation Approximation Using Gradient-Boosted Quantile Regression, Robison et al., we examine an approach to quantifying model uncertainty with the aim of increasing the trustworthiness of computational models in human-machine interactions. In Differential Equation Approximation Using Gradient-Boosted Quantile Regression, we focus on gradient-boosted decision trees, while in this one, we give more details about deep ensembles. Uncertainty quantification is crucial for building trustworthy autonomous decision-making agents in human-machine teams. There are two types of uncertainties: aleatoric and epistemic. The former is related to the inherent stochasticity (noise) of the process, whereas the latter is associated with the lack of knowledge or representation capability of models, such as neural networks. By lack of knowledge, we mean the model’s inability to accurately predict outputs for all possible inputs. The aleatory uncertainty can be estimated fairly easily with, for example, filters, whereas epistemic uncertainty is challenging to compute. This paper uses deep ensembles to quantify both aleatory and epistemic uncertainty. It can act as an uncertainty-aware surrogate transition model for decision-making frameworks. "Uncertainty-aware" means that the surrogate transition model should make predictions along with confidence in those predictions. In the context of decision-making, the transition models are ordinary differential equations (ODEs). Since ODEs can be simulated to make one-step or multi-step predictions, a good surrogate model for them should perform reasonably well in both modes. In a multi-step approach, the trajectory sampling method TS∞ was used to propagate uncertainty over multiple steps. The cartpole dynamical system was selected to demonstrate the ability of deep ensembles as good surrogate transition models for decision-making frameworks. The deep ensembles modeled the dynamics of cartpole ODEs and made uncertainty-aware predictions in single-step and multi-step transition modes.

CPH systems↗

Method of Distributions for Two‐Phase Flow in Heterogeneous Porous Media

Abstract Multiscale heterogeneity and insufficient characterization data for a specific subsurface formation of interest render predictions of multi‐phase fluid flow in geologic formations highly uncertain. Quantification of the uncertainty propagation from the geomodel to the fluid‐flow response is typically done within a probabilistic framework. This task is computationally demanding due to, for example, the slow convergence of Monte Carlo simulations (MCS), especially when computing the tails of a distribution that are necessary for risk assessment and decision‐making under uncertainty. The frozen streamlines method (FROST) accelerates probabilistic predictions of immiscible two‐phase fluid flow problems; however, FROST relies on MCS to compute the travel‐time distribution, which is then used to perform the transport (phase saturation) computations. To alleviate this computational bottleneck, we replace MCS with a deterministic equation for the cumulative distribution function (CDF) of travel time. The resulting CDF‐FROST approach yields the CDF of the saturation field without resorting to sampling‐based strategies. Our numerical experiments demonstrate the high accuracy of CDF‐FROST in computing the CDFs of both saturation and travel time. For the same accuracy, it is about 5 and 10 times faster than FROST and MCS, respectively.

Yang, Hyung Jun↗

Reliability-Aware Requirements Development for Autonomy Software

Autonomy is the ability of a system to make decisions and take actions in the presence of uncertainty. Validating autonomy, therefore, is a matter of validating that the system makes intelligent decisions even when there might be discrepancies between the observed and the expected state of the world as well as when the possible outcome of each of the possible courses of action is uncertain. During the requirements engineering phase, the functions, including those that are required to be autonomous and their expected behavior are specified. However, in the case of autonomous software system, it is challenging to specify all possible scenarios that the software may encounter. Additionally, since autonomous behaviors cannot always be fully predetermined, it is difficult to reason about their completeness and correctness. While these challenges are also faced with non-autonomous system, they are more prevalent for autonomous system due to their complexity and emergent behavior. Our efforts have been three-fold. On one hand, we have developed a goal-based method for requirements decomposition. We have embedded this approach into a higher-level systems engineering framework and then developed methods for decision and reliability analysis within this framework. And finally, we use simulation analysis to validate the more theoretical methods and provide a feedback mechanism. The decision analysis approach (DA) helps in identifying and mitigating the run-time risks, by bringing to the forefront the uncertainties, decisions, interactions, and other factors that may cause autonomous software to make erroneous decisions. The DA framework is used to quantify, for each decision that the software can make, failure risk due to uncertainties. The information about the key decisions and circumstances that can cause autonomous system to make incorrect decisions are used to generate test scenarios to be run in a simulator to ensure that the system can handle error-prone circumstances. The results or outcomes from decisions, based on the simulated scenarios, can then be leveraged to further gain insight of the assured system. We combine a goal-based approach with simulation analysis to facilitate requirements development for autonomous systems and further provide a method for run-time systems level reliability considerations during the autonomous software development process. The DA and the reliability analysis methods provide a formalism for the consideration of uncertainty in the run time decision-making process for autonomous software. This formalism considers the uncertainty involved in the outcome of different courses of action, in terms of performance and cost, as well as a method to consider the system level reliability implications. System level reliability considerations for autonomous software decision making contribute to the satisfaction of the system level goals over the lifecycle of a given mission. We demonstrate our approach using a hypothetical rover path planning example. The requirements for our rover simulator are based on existing literature about Mars rovers and lessons learned from real world observations at JPL. The specifics of the autonomy design for the Mars rovers, that have not been previously cleared for external release, are not used for our demonstrations.

Lindvall, Mikael↗

MAGE: Alleviating Uncertainty in Real-Time Decision-Making as a Function of Problem Complexity

In this paper, we discuss a critical aspect of uncertainty in the operation of complex systems, such as the future air traffic: the ability of agents in the system to arrive at satisfactory decisions and the attendant actions as a function of problem complexity. Intuitively, when the problem complexity is manageable, given an appropriate decision problem formulation and solution tools, an agent (computational or human) has no trouble arriving at a solution that yields good outcomes for the agent and the system. Growing problem complexity results in progressively larger computational problems that may yield suboptimal solutions or even be intractable within required time limits or at all. We propose a measurable representation of complexity in terms of problem tractability and quality of solutions. We also propose a computational scheme, MAGE (Monitor, Anticipate, Guide, Evolve), for detecting approaching transitions from efficient decision-making states to inefficient to unsafe ones, so that operations based on decision-making can be reconfigured to forestall unfavorable transitions, returning to efficient modes when complexity diminishes. Maintaining tractable complexity reduces the uncertainty in the outcomes of decision-making. We describe the general scheme, an outline of MAGE applied to managing airspace complexity, and initial examples of investigating the tractability of problem-solving schemes.

complexity management↗

Distributionally Robust Decision Making Leveraging Conditional Distributions

Distributionally robust optimization (DRO) is a powerful tool for decision making under uncertainty. It is particularly appealing because of its ability to leverage existing data. However, many practical problems call for decision-making with some auxiliary information, and DRO in the context of conditional distributions is not straightforward. We propose a conditional kernel distributionally robust optimization (CKDRO) method that enables robust decision making under conditional distributions through kernel DRO and the conditional mean operator in the reproducing kernel Hilbert space (RKHS). In particular, we consider problems where there is a correlation between the unknown variable y and an auxiliary observable variable x. Given past data of the two variables and a queried auxiliary variable, CKDRO represents the conditional distribution P(y|x) as the conditional mean operator in the RKHS space and quantifies the ambiguity set in the RKHS as well, which depends on the size of the dataset as well as the query point. To justify the use of RKHS, we demonstrate that the ambiguity set defined in RKHS can be viewed as a ball under a metric that is similar to the Wasserstein metric. The DRO is then dualized and solved via a finite dimensional convex program. The proposed CKDRO approach is applied to a generation scheduling problem and shows that the result of CKDRO is superior to common benchmarks in terms of quality and robustness.

Chen, Yuxiao↗

SafeMAP: Safe Multi-Agent Planning Framework Based on Dynamic Probabilistic Risk Assessment

This paper proposes a risk-aware framework for Safe Multi-Agent Planning (SafeMAP) that unifies disparate models for multi-agent systems in a Markovian process that allows for simultaneous system health monitoring, decision making under uncertainty, and multi-agent system collaboration. As operations beyond low earth orbit mature, there is an increased need for autonomous cyber-physical systems with onboard decision making capabilities. Multi-agent cyber-physical systems in particular offer the potential of increased efficiency, resiliency, and mission capabilities for future applications such as multi-rover terrain operations, distributed satellite operations, and management of smart lunar habitats. SafeMAP utilizes physics-based models of each agent and the relevant components, probability models of the environment and component operational states, and reward models for mission-specific objectives such as scientific task completion or resource consumption. The output of SafeMAP is a set of mission plans that satisfy the mission objective under specified risk/reward constraints. A readable interpretation of each of these generated mission plans is provided as an additional output. SafeMAP has been demonstrated on a simulated case study involving a four-rover system performing surface mapping operations and science tasks. Results of this paper demonstrate SafeMAP’s ability to generate explainable mission plans that satisfy the mission objective while minimizing risk under nominal and off-nominal conditions.

Mohammad Hejase↗

SafeMAP: Safe Multi-Agent Planning framework based on Dynamic Probabilistic Risk Assessment

This paper proposes a risk-aware framework for Safe Multi-Agent Planning (SafeMAP) that unifies disparate models for multi-agent systems in a Markovian process that allows for simultaneous system health monitoring, decision making under uncertainty, and multi-agent system collaboration. As operations beyond low earth orbit mature, there is an increased need for autonomous cyber-physical systems with onboard decision making capabilities. Multi-agent cyber-physical systems in particular offer the potential of increased efficiency, resiliency, and mission capabilities for future applications such as multi-rover terrain operations, distributed satellite operations, and management of smart lunar habitats. SafeMAP utilizes physics-based models of each agent and the relevant components, probability models of the environment and component operational states, and reward models for mission-specific objectives such as scientific task completion or resource consumption. The output of SafeMAP is a set of mission plans that satisfy the mission objective under specified risk/reward constraints. A readable interpretation of each of these generated mission plans is provided as an additional output. SafeMAP has been demonstrated on a simulated case study involving a four-rover system performing surface mapping operations and science tasks. Results of this paper demonstrate SafeMAP’s ability to generate explainable mission plans that satisfy the mission objective while minimizing risk under nominal and off-nominal conditions.

Mohammad Hejase↗

Scenario Generation for Built Environment Decision Support under Uncertainty: Case Studies of Airflow Modeling and Climate-Resilient Infrastructure System Design

When confronted with unforeseen challenges, practicing informed decision making is crucial for enhancing resilience in the built environment. While scan-to-building information modeling (BIM) is a well-established approach for creating detailed digital representations of physical assets, its application in assessing and improving infrastructure resilience remains underexplored. This study addresses this gap by proposing a novel application of scan-to-BIM, namely, scan-to-BIM-to-digital twin (S-BIM-DT) workflow. By integrating reality capture and digital twin technologies, this workflow creates continuously updated and accurate digital representations of physical assets, enabling the generation of various scenarios. Unlike traditional methods, the S BIM-DT workflow facilitates continuous model refinement, supporting informed resilience strategies. By combining these technologies into a cohesive process, the workflow facilitates decision making under uncertainty, enabling stakeholders to evaluate and respond to various scenarios effectively. We demonstrate the implementation of the S-BIM-DT workflow through two use cases that highlight its capability to enhance resilience at different scales. The first use case involves the Combined Transportation, Emergency, and Communications Center (CTECC) in Austin, Texas. BIM-enriched computational fluid dynamics (CFD) modeling simulates airflow and develops alternative scenarios for optimizing the heating, ventilation, and air conditioning (HVAC) systems. This approach enhances resilience against airborne health threats in a postCOVID context. The second use case focuses on designated areas within Beaumont, Texas, as part of the Southeast Texas Urban Integrated Field Laboratory (SETx-UIFL) research. By developing inundation maps to assess extreme weather events, this modeling aids in preparedness efforts and informs the development of climate-resilient infrastructure in vulnerable neighborhoods. Results indicate that the S-BIM-DT workflow effectively generates scenarios that enhance resilience in the built environment by facilitating informed decision making. Furthermore, this study serves as a bridge between advanced scan-to-BIM methodologies and the practical strategies needed to improve built infrastructure resilience.

Built environment↗

Role of PHM in Autonomous Decision-Making: Aerospace applications

There is an increased need for onboard decision-making capabilities in cyber-physical systems be it in energy, automotive, aviation, space, or other industries as they aim for increased efficiency, resiliency, and mission assurance capabilities. Emerging next-gen technologies such as multi-rover planetary missions, distributed satellites, unmanned ground and aerial vehicle operations and smart grid systems rely on in-time risk assessment and autonomous decision-making. One critical piece of the autonomy puzzle is reliable prediction of system behavior under time-varying and potentially uncertain environmental conditions. Further, if agent states change during operation such as initiation of faults or degradation, reliable diagnostic tools need to be investigated. In this tutorial, we will revise approaches that integrates existing physics-based and data-driven models of agents interacting with probability models of the environment and component operation state. Role of existing PHM methodologies as they feed into decision-making under uncertainty will be studied. Balancing critical trade-offs between high-fidelity prognostic models, prediction time-horizons and the computational requirements for in-time cost-effective decision-making will be discussed through the implementation of surrogate models. Finally, the audience will be introduced to a real-time application of in-time trajectory planning of an unmanned aerial system (UAS) based on its PHM assessments under uncertain and varying wind conditions.

decision-making↗

Characterization and Valuation of the Uncertainty of Calibrated Parameters in Microsimulation Decision Models

We evaluated the implications of different approaches to characterize the uncertainty of calibrated parameters of microsimulation decision models (DMs) and quantified the value of such uncertainty in decision making. We calibrated the natural history model of CRC to simulated epidemiological data with different degrees of uncertainty and obtained the joint posterior distribution of the parameters using a Bayesian approach. We conducted a probabilistic sensitivity analysis (PSA) on all the model parameters with different characterizations of the uncertainty of the calibrated parameters. We estimated the value of uncertainty of the various characterizations with a value of information analysis. We conducted all analyses using high-performance computing resources running the Extreme-scale Model Exploration with Swift (EMEWS) framework. The posterior distribution had a high correlation among some parameters. The parameters of the Weibull hazard function for the age of onset of adenomas had the highest posterior correlation of -0.958. When comparing full posterior distributions and the maximum-a-posteriori estimate of the calibrated parameters, there is little difference in the spread of the distribution of the CEA outcomes with a similar expected value of perfect information (EVPI) of $\$$653 and $\$$685, respectively, at a willingness-to-pay (WTP) threshold of $\$$66,000 per quality-adjusted life year (QALY). Ignoring correlation on the calibrated parameters’ posterior distribution produced the broadest distribution of CEA outcomes and the highest EVPI of $\$$809 at the same WTP threshold. Different characterizations of the uncertainty of calibrated parameters affect the expected value of eliminating parametric uncertainty on the CEA. Ignoring inherent correlation among calibrated parameters on a PSA overestimates the value of uncertainty.

97 MATHEMATICS AND COMPUTING↗

Assessment of wind power scenario creation methods for stochastic power systems operations

Probabilistic scenarios of renewable energy production, such as wind, have been gaining popularity for use in stochastic variants of power systems operations scheduling problems, allowing for optimal decision-making under uncertainty. The quality of the scenarios has a direct impact on the value of the resulting decisions, but until now, methods for creating scenarios have not been compared under realistic operational conditions. Here, we compare the quality of scenario sets created using three different methods, based on a simulated re-enactment of stochastic day-ahead unit commitment and subsequent dispatch for a realistic test system. We create scenarios using a dataset of forecasted and actual wind power values, scaled to evaluate the effects of increasing wind penetration levels. We show that the choice of scenario set can significantly impact system operating cost, renewable energy use, and the ability of the system to meet demand. This result has implications for the ability of system operators to efficiently integrate renewable production into their day-ahead planning, highlighting the need for the use of performance-based assessments for scenario evaluation.

17 WIND ENERGY↗

Assessing decision boundaries under uncertainty

In order to make design decisions, engineers may seek to identify regions of the design domain that are acceptable in a computationally efficient manner. A design is typically considered acceptable if its reliability with respect to parametric uncertainty exceeds the designer’s desired level of confidence. Despite major advancements in reliability estimation and in design classification via decision boundary estimation, the current literature still lacks a design classification strategy that incorporates parametric uncertainty and desired design confidence. To address this gap, this paper offers a novel interpretation of the acceptance region by defining the decision boundary as the hypersurface which isolates the designs that exceed a user-defined level of confidence given parametric uncertainty. This work addresses the construction of this novel decision boundary using computationally efficient algorithms that were developed for reliability analysis and decision boundary estimation. The approach proposed in this paper is verified on two physical examples from structural and thermal analysis using Support Vector Machines and Efficient Global Optimization-based contour estimation.

97 MATHEMATICS AND COMPUTING↗

Stochastic economic dispatch of wind power under uncertainty using clustering-based extreme scenarios

Operation of power systems with high penetrations of renewable energy sources requires tools for robust decision making under uncertainty. Stochastic economic dispatch and stochastic unit commitment are effective techniques for planning and operation under uncertainty, whose effectiveness depends on the cardinality and quality of the scenario set. Here, this article proposes a machine learning method using -means clustering for capturing relevant physical information from a large population of analog scenarios. Extreme scenario samples drawn from the clusters are used in a two-stage stochastic economic dispatch computation. The effectiveness of the proposed approach is assessed on a synthetic 200-bus system with a geographic footprint over Illinois, USA for four months from each season of WIND Toolkit data. The combination of -means clustering with importance sampling is shown to reduce the total operational cost by over 43% compared to sampling from populations based on heuristic clustering-based methods. Additionally, the variability in the mean cost is about 56% lower than the variability using Monte Carlo sampling. Moreover, the operational cost with the presented approach is shown to be close to the cost calculated based on a hindsight exact wind profile, signifying a highly accurate quantification of wind uncertainty by the presented -means clustering based sampling method.

17 WIND ENERGY↗

Optimizing Solar PV Deployment in Manufacturing: A Morphological Matrix and Fuzzy TOPSIS Approach

The growing energy demand of the industrial sector and the need for sustainable solutions highlight the importance of efficient decision making in solar photovoltaic (PV) implementation. Selecting optimal PV configuration is complex due to the interdependent technical, economic, environmental, and social factors involved. This study introduces an integrated decision-making method combining a morphological matrix and fuzzy TOPSIS to systematically select and rank optimal PV system configurations for manufacturing firms. While the morphological matrix exhaustively examines possible design solutions based on sensing, smart, sustainable, and social (S4) attributes, the fuzzy TOPSIS method ranks the alternatives by handling uncertainty in decision making. A case study conducted in a Mexican manufacturing company validates the methodology’s effectiveness. The optimal PV configuration identified comprehensively addresses operational and sustainability criteria, covering all lifecycle stages. This approach demonstrates quantitative superiority and greater robustness compared to existing fuzzy TOPSIS-based methods for solar PV applications. The findings highlight the practical value of data-driven, multi-criteria decision making for industrial solar energy adoption, enhancing project feasibility, cost efficiency, and environmental compliance. Future research will incorporate discrete event simulation (DES) to further refine energy consumption strategies in manufacturing.

Briceño, Citlaly Pérez↗

Economic dispatch for electricity merchant with energy storage and wind plant: State of charge based decision making considering market impact and uncertainties

Here this paper investigates how the market impact of electricity merchants and uncertainty of wind generation affect their co-optimized scheduling policy, specifically for merchants who have both energy storage and wind plants. In the existing literature, merchants' trading actions are usually assumed not to affect market prices; however, a large-scale energy storage merchant's actions can affect market prices. To this end, we approximate the electricity price by a linear function of the quantity of power traded by the merchant in the reward function to achieve decision-making incorporating the market impact. This paper utilizes the dynamic programming approach to analyze merchants' optimal multi-period decision-making incorporating market impact, uncertain wind generation, and energy storage constraints. First, our results demonstrate that for a merchant with co-located energy storage facilities and wind power plants, the energy storage's feasible state of charge (SOC) range can be segmented into four possible sub-ranges by three analytically developed SOC reference points. The unique optimal trading decision can be achieved by comparing the current energy inventory and the SOC references of the next period. Second, our results show that market impact and uncertainties substantially change the optimal storage scheduling policy by impacting the values of the reference points. To mitigate the negative effect of the merchant's market impact on buying and selling actions, the merchant may reduce the amount of generating or pumping electricity each period to maximize profit. Moreover, we identify and investigate the trade-off between market price and transaction quantity. Our findings provide co-optimized scheduling guidance for electricity merchants with co-located energy storage and renewable power plants systems.

17 WIND ENERGY↗

An Online Approach to Solve the Dynamic Vehicle Routing Problem with Stochastic Trip Requests for Paratransit Services

Many transit agencies operating paratransit and microtransit services have to respond to trip requests that arrive in real-time, which entails solving hard combinatorial and sequential decision-making problems under uncertainty. To avoid decisions that lead to significant inefficiency in the long term, vehicles should be allocated to requests by optimizing a non-myopic utility function or by batching requests together and optimizing a myopic utility function. While the former approach is typically offline, the latter can be performed online. We point out two major issues with such approaches when applied to paratransit services in practice. First, it is difficult to batch paratransit requests together as they are temporally sparse. Second, the environment in which transit agencies operate changes dynamically (e.g., traffic conditions can change over time), causing the estimates that are learned offline to become stale. To address these challenges, we propose a fully online approach to solve the dynamic vehicle routing problem (DVRP) with time windows and stochastic trip requests that is robust to changing environmental dynamics by construction. We focus on scenarios where requests are relatively sparse—our problem is motivated by applications to paratransit services. We formulate DVRP as a Markov decision process and use Monte Carlo tree search to evaluate actions for any given state. Accounting for stochastic requests while optimizing a non-myopic utility function is computationally challenging; indeed, the action space for such a problem is intractably large in practice. To tackle the large action space, we leverage the structure of the problem to design heuristics that can sample promising actions for the tree search. Our experiments using real-world data from our partner agency show that the proposed approach outperforms existing state-of-the-art approaches both in terms of performance and robustness.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Critical Infrastructure Decision-Making under Long-Term Climate Hazard Uncertainty: The Need for an Integrated, Multidisciplinary Approach

U.S. critical infrastructure assets are often designed to operate for decades, and yet long-term planning practices have historically ignored climate change. With the current pace of changing operational conditions and severe weather hazards, research is needed to improve our ability to translate complex, uncertain risk assessment data into actionable inputs to improve decision-making for infrastructure planning. Decisions made today need to explicitly account for climate change – the chronic stressors, the evolution of severe weather events, and the wide-ranging uncertainties. If done well, decision making with climate in mind will result in increased resilience and decreased impacts to our lives, economies, and national security. We present a three-tier approach to create the research products needed in this space: bringing together climate projection data, severe weather event modeling, asset-level impacts, and contextspecific decision constraints and requirements. At each step, it is crucial to capture uncertainties and to communicate those uncertainties to decision-makers. While many components of the necessary research are mature (i.e., climate projection data), there has been little effort to develop proven tools for long-term planning in this space. The combination of chronic and acute stressors, spatial and temporal uncertainties, and interdependencies among infrastructure sectors coalesce into a complex decision space. By applying known methods from decision science and data analysis, we can work to demonstrate the value of an interdisciplinary approach to climate-hazard decision making for longterm infrastructure planning.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗